Search for dissertations about: "finance 2008"
Showing result 1 - 5 of 14 swedish dissertations containing the words finance 2008.
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1. Impact of dependencies in risk assessments of power distribution systems
Abstract : Society has become increasingly dependent on electricity, so power system reliability is of crucial importance. However, while underinvestment leads to an unacceptable number of power outages, overinvestment will result in costs that are too high for society. The challenge is to find a socioeconomically adequate level of risk. READ MORE
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2. Some Markov Processes in Finance and Kinetics : Markov Processes
Abstract : This thesis consists of four papers. The first two papers treat extremes for L\'evy processes, while papers three and four treat the Kac model with unbounded collision kernel. READ MORE
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3. Essays in Political Economics and Public Finance
Abstract : This thesis consists of four self-contained essays.Essay 1: This paper first extends a recently developed nonparametric approach to estimate labor supply (Blomquist and Newey 2002) to handle the case when there are individuals that do not work. The extension makes it possible to sort out responses on the participation and hour margins. READ MORE
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4. Optimal Stopping and Model Robustness in Mathematical Finance
Abstract : Optimal stopping and mathematical finance are intimately connected since the value of an American option is given as the solution to an optimal stopping problem. Such a problem can be viewed as a game in which we are trying to maximize an expected reward. READ MORE
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5. Two Essays in Empirical Finance: Unit-Root Testing in the Presence of Structural Breaks
Abstract : Essay 1: Real Exchange Rate Adjustment in European Transition Countries Essay 1 presents unit-root test results for real exchange rates in ten Central and Eastern European transition countries relative to the Euro during 1993:01-2005:12. Because of the shift from controlled to market economies and the accompanying crises, failed policy regimes and changes in exchange rate regimes, appropriate tests in transition countries require allowing for both structural changes and outliers. READ MORE